Demystifying Stress Testing: Approach to Robust Portfolio Analysis

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As the banking landscape continues to evolve, stress testing has become a cornerstone of robust portfolio analysis. Banks need to understand and navigate the complex world of stress testing to identify potential vulnerabilities, manage risks effectively, and ensure regulatory compliance, particularly in light of Basel IV and credit portfolio management (CPM). 

Led by industry experts Alexis Hamar and Thea De Wet, join us for a webinar, where they will guide us on navigating the complexities of Stress Testing, Basel IV, and credit portfolio management.

In this session, we will cover:

  • Importance of Stress Testing and emerging threats
  • Impact of Basel IV on capital planning and credit portfolio management
  • The significance of early warning indicators in the context of portfolio analysis

This webinar offers an invaluable opportunity to deepen your understanding of these critical areas, enabling you to make timely, informed decisions that contribute to portfolio robustness. Register today.

  • Speakers keyboard_arrow_down
    Alexis Hamar Senior Director - Senior Strategist Moody’s Bio
    Thea De Wet Associate Director - Senior Strategist Moody's Analytics